My worst Pokemon-related moment ever is a no-brainer.
I encountered a shiny Venomoth in the Safari Zone in LG. It fled.
The only other wild shinies I've ever seen were Zigzagoon in Ruby and Linoone in Emerald. Or maybe the other way around, I can't really remember.
Edit: Wow, it's been almost two years since my last post on Smogon.